Real Player, in various versions, is known to cause some difficulties with some machine configurations. It is especially unfriendly if you're working through a network connection.
The Micro$oft Knowledge Base does have several articles about specific problems you may encounter, but a number of articles about earlier versions have apparently been taken offline - I'm not able to find specific ones that I looked at recently.
I've been unable to get any of the free versions to work on my machine, but my S.O. had no problems on her (nominally identical) old machine or on her new and vastly superior one.
IF you have WinXP, and the corresponding IE version, Micro$oft includes a link via the Micro$oft download site to download RealPlayer - so apparently they've made some kind of peace pact.